+144.1%
UMC vs TNA
-23.3%
+167.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +9.0% | -7.3% | +16.3% | +11.3% |
| 30D | +17.2% | -14.2% | +31.4% | +22.2% |
| 3M | +11.4% | -4.6% | +16.0% | +13.2% |
| 6M | +137.5% | +36.9% | +100.6% | +118.0% |
| YTD | +193.1% | +42.5% | +150.6% | +163.7% |
| 1Y | +240.3% | +45.8% | +194.5% | +200.9% |
| 3Y | +262.2% | +104.7% | +157.5% | +156.1% |
| All | +144.1% | -23.3% | +167.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling